One way you'll know your treatment is working is that your headaches will interfere less with your daily life. It may be because you have better control over your triggers. Or it could be that the medications you are taking are having the effect they are supposed to have. If you are taking medication to prevent headaches, you should be getting fewer headaches. If you are taking medication to relieve symptoms, your headaches should go away quickly and not return.
Of course, different medications have different effects on different people. So tracking your experiences with the medications you take can help you and your doctor determine which ones work best for you.